-99.9%
DFNS vs VTV
+79.8%
-179.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.9% |
| 7D | +4.6% | -0.7% | +5.3% | +3.9% |
| 30D | -73.9% | -0.5% | -73.4% | -74.0% |
| 3M | -71.7% | +5.3% | -77.0% | -70.3% |
| 6M | -94.6% | +12.9% | -107.4% | -93.9% |
| YTD | -98.1% | +18.5% | -116.5% | -97.7% |
| 1Y | -98.3% | +25.3% | -123.6% | -97.9% |
| 3Y | -99.9% | +68.2% | -168.1% | -99.8% |
| All | -99.9% | +79.8% | -179.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling